Stochastic calculus in manifolds. With an appendix by P.A. Meyer

zbMath0697.60060MaRDI QIDQ1188619

Michel Émery

Publication date: 17 September 1992

Published in: Universitext (Search for Journal in Brave)

zbMATH Keywords

stochastic calculusparallel transportstochastic differential geometrymanifold-valued martingalessecond order geometry

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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